Alexithymia is a multifaceted personality trait that involves difficulties in identifying and describing feelings to others, a poor fantasy life and an externally oriented cognitive style. Alexithymia has been described as a vulnerability factor for mental and physical diseases. We investigated in a group of 158 alcohol-dependent patients (103 men, 55 women) the association between depression and craving for alcohol when these patients were starting a detoxification program, and the moderating impact of gender and alexithymia on this relation. We first found an interaction between depression and gender in the prediction of craving in the sense that only for women an increase in depressive mood was related to an increase in total craving. When examining gender separately, we found that alexithymia factors acted as moderators. For women, the link between depression and craving was strengthened for the ones scoring higher on "difficulties describing feelings". But for men, the link between depression and craving was reduced for the ones scoring higher on "externally-oriented thinking". These findings suggest that in some cases that need to be identified more systematically in the future, the "externally-oriented thinking" alexithymia factor can exert - at least in the short term - some protective effects.